A New Algorithm for Nonparametric Sequential Detection

Ganguly, Shouvik and Sahasranand, KR and Sharma, Vinod (2014) A New Algorithm for Nonparametric Sequential Detection. In: 20th National Conference on Communications (NCC), FEB 28-MAR 02, 2014, Kanpur, INDIA.

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Abstract

We consider nonparametric sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to a general family of distributions. We propose a simple algorithm to address the problem. Its performance is analysed and asymptotic properties are proved. The simulated and analysed performance of the algorithm is compared with an earlier algorithm addressing the same problem with similar assumptions. Finally, we provide a justification for our model motivated by a Cognitive Radio scenario and modify the algorithm for optimizing performance when information about the prior probabilities of occurrence of the two hypotheses is available.

Item Type:	Conference Proceedings
Series.:	National Conference on Communications NCC
Publisher:	IEEE
Additional Information:	Copy right for this article belongs to the IEEE, 345 E 47TH ST, NEW YORK, NY 10017 USA
Keywords:	Non-parametric Hypothesis Testing; Asymptotic Analysis
Department/Centre:	Division of Electrical Sciences > Electrical Communication Engineering
Date Deposited:	19 Jul 2015 09:30
Last Modified:	19 Jul 2015 09:30
URI:	http://eprints.iisc.ac.in/id/eprint/51853

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